#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 - 2013 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.2 with QuantLib 1.2.1

#include <Macros.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/Models/Marketmodels/Models/CTSMMCapletCalibration.h>
#pragma unmanaged 
#include <ql\models\marketmodels\models\capletcoterminalmaxhomogeneity.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;
using namespace Cephei::Core;
using namespace PLATFORM::Collections;

using namespace Cephei::QL::Models::Marketmodels;
using namespace Cephei::QL::Math;
#undef HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Models { namespace Marketmodels { namespace Models {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of ICTSMMCapletMaxHomogeneityCalibration
	public ref class CCTSMMCapletMaxHomogeneityCalibration  : 
            public CCTSMMCapletCalibration,
            public Cephei::QL::Models::Marketmodels::Models::ICTSMMCapletMaxHomogeneityCalibration
	{
	protected: 
		boost::shared_ptr<QuantLib::CTSMMCapletMaxHomogeneityCalibration>* _ppCTSMMCapletMaxHomogeneityCalibration;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::CTSMMCapletMaxHomogeneityCalibration>* _phCTSMMCapletMaxHomogeneityCalibration;
#endif
		Object^ _CTSMMCapletMaxHomogeneityCalibrationOwner;     // reference to object that manages the storage for this object
	internal:
		CCTSMMCapletMaxHomogeneityCalibration (Cephei::QL::Models::Marketmodels::IEvolutionDescription^ evolution, Cephei::QL::Models::Marketmodels::IPiecewiseConstantCorrelation^ corr, Cephei::Core::IVector<Cephei::QL::Models::Marketmodels::Models::IPiecewiseConstantVariance^>^ displacedSwapVariances, Cephei::Core::IVector<Double>^ capletVols, Cephei::QL::Models::Marketmodels::ICurveState^ cs, Double displacement, Microsoft::FSharp::Core::FSharpOption<Double>^ caplet0Swaption1Priority);
        CCTSMMCapletMaxHomogeneityCalibration (boost::shared_ptr<QuantLib::CTSMMCapletMaxHomogeneityCalibration>& childNative, Object^ owner);
        CCTSMMCapletMaxHomogeneityCalibration (QuantLib::CTSMMCapletMaxHomogeneityCalibration& childNative, Object^ owner);
        CCTSMMCapletMaxHomogeneityCalibration (CCTSMMCapletMaxHomogeneityCalibration^ copy);
        CCTSMMCapletMaxHomogeneityCalibration (PLATFORM::Type^ t);
#ifdef STRUCT
        CCTSMMCapletMaxHomogeneityCalibration (QuantLib::CTSMMCapletMaxHomogeneityCalibration childNative);
#endif       
#ifdef HANDLE
		CCTSMMCapletMaxHomogeneityCalibration (QuantLib::Handle<QuantLib::CTSMMCapletMaxHomogeneityCalibration>& childNative, Object^ owner);
		CCTSMMCapletMaxHomogeneityCalibration (QuantLib::Handle<QuantLib::CTSMMCapletMaxHomogeneityCalibration> childNative);
#endif
		virtual ~CCTSMMCapletMaxHomogeneityCalibration ();
		!CCTSMMCapletMaxHomogeneityCalibration ();

	internal:
		QuantLib::CTSMMCapletMaxHomogeneityCalibration& GetReference ();
		boost::shared_ptr<QuantLib::CTSMMCapletMaxHomogeneityCalibration>& GetShared ();
		QuantLib::CTSMMCapletMaxHomogeneityCalibration* GetPointer ();
        void SetCTSMMCapletMaxHomogeneityCalibration (boost::shared_ptr<QuantLib::CTSMMCapletMaxHomogeneityCalibration> native)
        {
            if (_ppCTSMMCapletMaxHomogeneityCalibration != NULL)
                delete _ppCTSMMCapletMaxHomogeneityCalibration;
            _ppCTSMMCapletMaxHomogeneityCalibration = new boost::shared_ptr<QuantLib::CTSMMCapletMaxHomogeneityCalibration> (native);
            SetCTSMMCapletCalibration (boost::dynamic_pointer_cast<QuantLib::CTSMMCapletCalibration> (*_ppCTSMMCapletMaxHomogeneityCalibration));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::CTSMMCapletMaxHomogeneityCalibration>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
		virtual UInt32 CapletMaxHomogeneityCalibration (Cephei::QL::Models::Marketmodels::IEvolutionDescription^ evolution, Cephei::QL::Models::Marketmodels::IPiecewiseConstantCorrelation^ corr, Cephei::Core::IVector<Cephei::QL::Models::Marketmodels::Models::IPiecewiseConstantVariance^>^ displacedSwapVariances, Cephei::Core::IVector<Double>^ capletVols, Cephei::QL::Models::Marketmodels::ICurveState^ cs, Double displacement, Double caplet0Swaption1Priority, UInt64 numberOfFactors, UInt64 maxIterations, Double tolerance, Double deformationSize, Double totalSwaptionError, Cephei::Core::IVector<Cephei::QL::Math::IMatrix^>^ swapCovariancePseudoRoots) ;
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
//z	[FactoryFor(Core::Generic::ICoCell<Cephei::QL::Models::Marketmodels::Models::ICTSMMCapletMaxHomogeneityCalibration^>::typeid)]
	[FactoryFor(Cephei::QL::Models::Marketmodels::Models::ICTSMMCapletMaxHomogeneityCalibration::typeid)]
	[FactoryFor(Cephei::QL::Models::Marketmodels::Models::ICTSMMCapletMaxHomogeneityCalibration_Factory::typeid)]
	public ref class CCTSMMCapletMaxHomogeneityCalibration_Factory sealed : public ICTSMMCapletMaxHomogeneityCalibration_Factory
	{
	public:
        virtual ICTSMMCapletMaxHomogeneityCalibration^ Create (Cephei::QL::Models::Marketmodels::IEvolutionDescription^ evolution, Cephei::QL::Models::Marketmodels::IPiecewiseConstantCorrelation^ corr, Cephei::Core::IVector<Cephei::QL::Models::Marketmodels::Models::IPiecewiseConstantVariance^>^ displacedSwapVariances, Cephei::Core::IVector<Double>^ capletVols, Cephei::QL::Models::Marketmodels::ICurveState^ cs, Double displacement, Microsoft::FSharp::Core::FSharpOption<Double>^ caplet0Swaption1Priority);
    };
   
/*Cephei*/ } /*QL*/ } /*Models*/ } /*Marketmodels*/ } /*Models */}
